Most cars (like ours) have a stock automatic transmission cooler built into the radiator, and it's connected to the transmission via fluid lines, so it's all a matter of connecting the hoses...

Our MTs don't need a transmission cooler, unless you're doing something so crazy that you can actually get the thing to overheat. It would be pretty hard to install one because there aren't any fluid lines running from a MT to any stock cooler (radiator), and there wouldn't be anything pumping the fluid...